NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 52.51 52.45 -0.06 -0.1% 51.46
High 53.41 52.78 -0.63 -1.2% 52.42
Low 52.35 50.67 -1.68 -3.2% 49.61
Close 52.98 51.04 -1.94 -3.7% 51.50
Range 1.06 2.11 1.05 99.1% 2.81
ATR 1.80 1.83 0.04 2.0% 0.00
Volume 638,396 677,957 39,561 6.2% 3,492,509
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.83 56.54 52.20
R3 55.72 54.43 51.62
R2 53.61 53.61 51.43
R1 52.32 52.32 51.23 51.91
PP 51.50 51.50 51.50 51.29
S1 50.21 50.21 50.85 49.80
S2 49.39 49.39 50.65
S3 47.28 48.10 50.46
S4 45.17 45.99 49.88
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.61 58.36 53.05
R3 56.80 55.55 52.27
R2 53.99 53.99 52.02
R1 52.74 52.74 51.76 53.37
PP 51.18 51.18 51.18 51.49
S1 49.93 49.93 51.24 50.56
S2 48.37 48.37 50.98
S3 45.56 47.12 50.73
S4 42.75 44.31 49.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.51 49.61 4.90 9.6% 1.53 3.0% 29% False False 719,096
10 54.51 48.98 5.53 10.8% 1.63 3.2% 37% False False 729,779
20 54.51 44.82 9.69 19.0% 1.87 3.7% 64% False False 708,039
40 54.51 42.95 11.56 22.6% 1.66 3.3% 70% False False 464,719
60 54.51 42.95 11.56 22.6% 1.58 3.1% 70% False False 339,696
80 54.51 42.95 11.56 22.6% 1.56 3.1% 70% False False 263,400
100 54.51 42.34 12.17 23.8% 1.53 3.0% 71% False False 215,235
120 54.51 42.34 12.17 23.8% 1.54 3.0% 71% False False 182,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.75
2.618 58.30
1.618 56.19
1.000 54.89
0.618 54.08
HIGH 52.78
0.618 51.97
0.500 51.73
0.382 51.48
LOW 50.67
0.618 49.37
1.000 48.56
1.618 47.26
2.618 45.15
4.250 41.70
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 51.73 52.59
PP 51.50 52.07
S1 51.27 51.56

These figures are updated between 7pm and 10pm EST after a trading day.

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